NYMEX Natural Gas Future August 2012
| Trading Metrics calculated at close of trading on 06-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2012 |
06-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
2.906 |
2.949 |
0.043 |
1.5% |
2.804 |
| High |
2.957 |
3.060 |
0.103 |
3.5% |
3.060 |
| Low |
2.885 |
2.753 |
-0.132 |
-4.6% |
2.742 |
| Close |
2.945 |
2.788 |
-0.157 |
-5.3% |
2.788 |
| Range |
0.072 |
0.307 |
0.235 |
326.4% |
0.318 |
| ATR |
0.132 |
0.145 |
0.012 |
9.4% |
0.000 |
| Volume |
0 |
198,597 |
198,597 |
|
386,924 |
|
| Daily Pivots for day following 06-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.788 |
3.595 |
2.957 |
|
| R3 |
3.481 |
3.288 |
2.872 |
|
| R2 |
3.174 |
3.174 |
2.844 |
|
| R1 |
2.981 |
2.981 |
2.816 |
2.924 |
| PP |
2.867 |
2.867 |
2.867 |
2.839 |
| S1 |
2.674 |
2.674 |
2.760 |
2.617 |
| S2 |
2.560 |
2.560 |
2.732 |
|
| S3 |
2.253 |
2.367 |
2.704 |
|
| S4 |
1.946 |
2.060 |
2.619 |
|
|
| Weekly Pivots for week ending 06-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.817 |
3.621 |
2.963 |
|
| R3 |
3.499 |
3.303 |
2.875 |
|
| R2 |
3.181 |
3.181 |
2.846 |
|
| R1 |
2.985 |
2.985 |
2.817 |
2.924 |
| PP |
2.863 |
2.863 |
2.863 |
2.833 |
| S1 |
2.667 |
2.667 |
2.759 |
2.606 |
| S2 |
2.545 |
2.545 |
2.730 |
|
| S3 |
2.227 |
2.349 |
2.701 |
|
| S4 |
1.909 |
2.031 |
2.613 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.060 |
2.716 |
0.344 |
12.3% |
0.145 |
5.2% |
21% |
True |
False |
105,692 |
| 10 |
3.060 |
2.577 |
0.483 |
17.3% |
0.148 |
5.3% |
44% |
True |
False |
118,582 |
| 20 |
3.060 |
2.215 |
0.845 |
30.3% |
0.146 |
5.2% |
68% |
True |
False |
96,287 |
| 40 |
3.060 |
2.215 |
0.845 |
30.3% |
0.134 |
4.8% |
68% |
True |
False |
68,536 |
| 60 |
3.060 |
2.175 |
0.885 |
31.7% |
0.119 |
4.3% |
69% |
True |
False |
55,409 |
| 80 |
3.060 |
2.175 |
0.885 |
31.7% |
0.109 |
3.9% |
69% |
True |
False |
45,547 |
| 100 |
3.137 |
2.175 |
0.962 |
34.5% |
0.106 |
3.8% |
64% |
False |
False |
38,639 |
| 120 |
3.148 |
2.175 |
0.973 |
34.9% |
0.112 |
4.0% |
63% |
False |
False |
34,310 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.365 |
|
2.618 |
3.864 |
|
1.618 |
3.557 |
|
1.000 |
3.367 |
|
0.618 |
3.250 |
|
HIGH |
3.060 |
|
0.618 |
2.943 |
|
0.500 |
2.907 |
|
0.382 |
2.870 |
|
LOW |
2.753 |
|
0.618 |
2.563 |
|
1.000 |
2.446 |
|
1.618 |
2.256 |
|
2.618 |
1.949 |
|
4.250 |
1.448 |
|
|
| Fisher Pivots for day following 06-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2.907 |
2.907 |
| PP |
2.867 |
2.867 |
| S1 |
2.828 |
2.828 |
|